+73.1%
IVV vs PEP
+5.2%
+67.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -0.9% |
| 7D | +2.6% | +2.9% | -0.3% | +2.0% |
| 30D | -2.0% | +12.5% | -14.5% | -4.5% |
| 3M | -2.8% | +4.5% | -7.3% | -3.7% |
| 6M | +2.2% | -0.5% | +2.7% | +2.2% |
| YTD | +11.5% | +4.4% | +7.1% | +9.5% |
| 1Y | +13.5% | +4.4% | +9.1% | +11.4% |
| 3Y | +78.1% | -3.4% | +81.5% | +75.9% |
| All | +73.1% | +5.2% | +67.8% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling